Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165381.5562 | 465849.1893 | -300467.6331 | -33292.8699 | 536732.058 | -570024.9279 |
Total P&L (%) | 165.3816 | 465.8492 | -300.4676 | -33.2929 | 536.7321 | -570.0249 |
Avg Daily Profit (%) | 0.088 | 0.2479 | -0.1599 | -0.0215 | 0.0985 | 0 |
Buy And Hold Return (%) | 183.9719 | 183.9719 | 183.9719 | 183.9719 | 183.9719 | 183.9719 |
Max Trade Drawdown | -460606 | -159368 | -395861 | -782710 | -99656 | -747587 |
Profit Factor | 1.1645 | 2.3621 | 0.5472 | 0.9734 | 2.8818 | 0.4099 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 41 | 19 | 22 | 43 | 24 | 19 |
Losing Trades | 36 | 19 | 17 | 34 | 14 | 20 |
Profitability (%) | 53.2468 | 50 | 56.4103 | 55.8442 | 63.1579 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.0225 | 2.3621 | 0.4228 | 0.7697 | 1.6811 | 0.4315 |
Largest Winning Trade | 369611 | 369611 | 37857 | 291198 | 291198 | 125350 |
Largest Losing Trade | -237644 | -46372 | -237644 | -513321 | -98662 | -513321 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 49 | 49 | 48 | 49 | 49 | 48 |
Avg Bars in Losers | 45 | 48 | 41 | 45 | 48 | 42 |
Bars Traded | 3647 | 1869 | 1778 | 3647 | 1869 | 1778 |
Profit Streak | 48.8703 | 0 | 73.3703 | 48.8703 | 0 | 73.3703 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326165 | 324544 | -579368 | -625457 | -56964 | -580698 |
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 1.08764 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.00565, "nc": 0.74516 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 1.08764 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.00565, "nc": 0.74516 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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